RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable GB_REVGAPVR_F13
Quarterly Data From 1980:01 To 2006:04
Usable Observations    104      Degrees of Freedom   102
 Total Observations    108      Skipped/Missing        4
Centered R**2     0.083333      R Bar **2   0.074346
Uncentered R**2   0.537221      T x R**2      55.871
Mean of Dependent Variable      0.3352356027
Std Error of Dependent Variable 0.3401423566
Standard Error of Estimate      0.3272540352
Sum of Squared Residuals        10.923710762
Log Likelihood                     -30.38994
Durbin-Watson Statistic             1.258198

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  0.432952914  0.073820791      5.86492  0.00000000
2.  DUM94Q1                  -0.195434622  0.088219342     -2.21533  0.02673768

Difference in means =       -0.19543

Statistics on Series T_ORPH_STDDEV
Quarterly Data From 1947:01 To 3196:04
Observations              5000
Sample Mean           0.000075      Variance            1.415226
Standard Error        1.189633      of Sample Mean      0.016824
t-Statistic (Mean=0)  0.004469      Signif Level        0.996434
Skewness              0.213763      Signif Level (Sk=0) 0.000000
Kurtosis (excess)     0.420628      Signif Level (Ku=0) 0.000000
Jarque-Bera          74.938925      Signif Level (JB=0) 0.000000

Minimum              -4.703980      Maximum             5.706475
01-%ile              -2.697161      99-%ile             3.025076
05-%ile              -1.891813      95-%ile             2.006810
10-%ile              -1.492145      90-%ile             1.533421
25-%ile              -0.786007      75-%ile             0.750060
Median               -0.021511

